Me too, but my lathe has an 8 tpi leadscrew so steps/unit is an approximation, it works out to 2015.748 steps/mm taking account of pulley ratio and microstepping. Since Mach can only generate integer numbers of steps the Z axis at least often shows very small errors like you describe. Cross-slide uses a metric ballscrew directly driven from the stepper so that one is 1280 steps/unit - but still one step is 0.00078125 mm and since again it can only do integer step numbers you can get small "zero" errors.
Another factor comes in when homing - if I home the X axis and zero the m/c coords, it usually will "rehome" very accurately (I have a hard contact home switch). But after it's switched off but then switched on again when I home the new home position is often very slightly different and I think this is because steppers lose their microstep sequence when powered off which introduces a small error. It's not a problem but it does mean that for accurate working one has to re-home every time the machine is powered up.